Blender Game Engine, Falling Through Ground
Set the physics type on your ground to triangle mesh. That should fix it, But if it doesn't not, you can also turn up the margin or extrude the ground down in edit mode.



It is possible that your ground is not calculating the collisions correctly, and changing the collision bounds on the ground should fix it. 

If your problem still happens, you can also try changing the collision bounds on your character. If you are still unsure what the problem is, you can activate "Physics Visualization" to show exactly what is or is not working.



Notice the difference between these pictures. The first is using triangle mesh collisions on the ground. The second one is using box collision type.





Although there is normally no problem with box Or triangle mesh, sometimes there is still an error and the collision bounds will not detect properly. In this case it is normally a good idea to try a different type, or increase the margin.